Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-14 0.517437 0.580616 0.652419 0.740940 0.848368 0.976170 1.142287
2025-09-21 0.439495 0.516578 0.610692 0.736625 0.904928 1.128768 1.461597
2025-09-28 0.383257 0.465039 0.570030 0.719205 0.933934 1.246786 1.770645
2025-10-05 0.361994 0.452746 0.575056 0.759639 1.046898 1.510088 2.404716
2025-10-12 0.352628 0.453804 0.596676 0.825618 1.212089 1.909378 3.511638
2025-10-19 0.324549 0.424898 0.570687 0.813264 1.245058 2.086854 4.291547
2025-10-26 0.304641 0.405309 0.555559 0.814854 1.301536 2.330402 5.456104
2025-11-02 0.281213 0.378164 0.525502 0.786186 1.293984 2.432772 6.321024
2025-11-09 0.257034 0.347939 0.487651 0.738741 1.239607 2.407326 6.732310
2025-11-16 0.243217 0.332512 0.472087 0.728989 1.260672 2.579474 8.188481
2025-11-23 0.239407 0.332192 0.480970 0.765046 1.388176 3.100683 12.511611
2025-11-30 0.229603 0.321577 0.471464 0.764523 1.432692 3.405235 16.703041
2025-12-07 0.217641 0.307351 0.455671 0.751934 1.451875 3.664903 22.278357
2025-12-14 0.207887 0.296088 0.444112 0.746501 1.488735 4.022591 32.390418
2025-12-21 0.197191 0.282582 0.427451 0.728308 1.488136 4.241115 44.178348
2025-12-28 0.195534 0.284029 0.437823 0.769305 1.663708 5.414783 134.626186
2026-01-04 0.196862 0.290587 0.458237 0.836450 1.947162 7.677624 5469.274826
2026-01-11 0.188706 0.280097 0.445223 0.823815 1.970686 8.396192 NaN
2026-01-18 0.182751 0.273132 0.438490 0.825416 2.045250 9.689460 NaN
2026-01-25 0.174007 0.260741 0.420185 0.796196 2.000165 9.896804 NaN
2026-02-01 0.163830 0.245376 0.395153 0.747868 1.874061 9.198944 NaN
2026-02-08 0.158222 0.237994 0.385664 0.737937 1.892299 10.014037 NaN
2026-02-15 0.157556 0.239464 0.394014 0.774655 2.106843 13.745359 NaN